+171.6%
BKR vs TNA
-23.3%
+194.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | -7.0% | -7.3% | +0.3% | -5.3% |
| 30D | -8.1% | -14.2% | +6.0% | -4.9% |
| 3M | -6.6% | -4.6% | -2.1% | -6.1% |
| 6M | +0.9% | +36.9% | -36.1% | -7.9% |
| YTD | +31.1% | +42.5% | -11.5% | +18.0% |
| 1Y | +27.7% | +45.8% | -18.1% | +13.1% |
| 3Y | +71.2% | +104.7% | -33.4% | +30.0% |
| All | +171.6% | -23.3% | +194.9% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling